Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 1.77% | 0.85 CHF | 0.86 CHF | 196'000 | 196'000 | 51'076 | 51'076 | 43'682 CHF | 44'254 CHF | 100.00% | 100.00% |
02.12.2024 | 1.74% | 0.83 CHF | 0.84 CHF | 198'000 | 198'000 | 87'434 | 87'434 | 76'187 CHF | 77'321 CHF | 99.90% | 99.90% |
29.11.2024 | 1.75% | 0.89 CHF | 0.90 CHF | 196'000 | 196'000 | 87'762 | 87'762 | 76'931 CHF | 78'069 CHF | 100.00% | 100.00% |
28.11.2024 | 1.76% | 0.86 CHF | 0.87 CHF | 80'000 | 80'000 | 64'118 | 64'118 | 54'797 CHF | 55'694 CHF | 97.04% | 100.00% |
27.11.2024 | 2.70% | 0.88 CHF | 0.90 CHF | 98'000 | 98'000 | 45'677 | 45'677 | 41'228 CHF | 42'256 CHF | 99.90% | 99.90% |
26.11.2024 | 1.80% | 0.82 CHF | 0.83 CHF | 198'000 | 198'000 | 88'150 | 88'150 | 74'506 CHF | 75'649 CHF | 100.00% | 100.00% |
25.11.2024 | 1.96% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 89'101 | 89'101 | 70'732 CHF | 71'888 CHF | 100.00% | 100.00% |
22.11.2024 | 2.08% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 89'200 | 89'200 | 66'369 CHF | 67'526 CHF | 100.00% | 100.00% |
20.11.2024 | 1.70% | 0.91 CHF | 0.92 CHF | 194'000 | 194'000 | 86'916 | 86'916 | 78'941 CHF | 80'070 CHF | 99.90% | 99.90% |
19.11.2024 | 1.67% | 0.91 CHF | 0.92 CHF | 196'000 | 196'000 | 86'982 | 86'982 | 80'226 CHF | 81'355 CHF | 100.00% | 100.00% |